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DZ Bank Call 47.5 0B2 20.06.2025/  DE000DJ4FNZ6  /

Frankfurt Zert./DZB
30/08/2024  21:34:40 Chg.+0.040 Bid21:58:05 Ask21:58:05 Underlying Strike price Expiration date Option type
2.280EUR +1.79% 2.290
Bid Size: 5,000		 2.380
Ask Size: 5,000		 BAWAG GROUP AG 47.50 EUR 20/06/2025 Call
 

Master data

WKN: DJ4FNZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 47.50 EUR
Maturity: 20/06/2025
Issue date: 26/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.91
Leverage: Yes

Calculated values

Fair value: 2.32
Intrinsic value: 2.17
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 2.17
Time value: 0.22
Break-even: 71.30
Moneyness: 1.46
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.09
Spread %: 3.93%
Delta: 0.93
Theta: -0.01
Omega: 2.69
Rho: 0.32
 

Quote data

Open: 2.250
High: 2.330
Low: 2.250
Previous Close: 2.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.44%
1 Month  
+10.68%
3 Months  
+44.30%
YTD  
+330.19%
1 Year  
+395.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.280 2.200
1M High / 1M Low: 2.280 1.700
6M High / 6M Low: 2.280 0.750
High (YTD): 30/08/2024 2.280
Low (YTD): 17/01/2024 0.330
52W High: 30/08/2024 2.280
52W Low: 26/10/2023 0.290
Avg. price 1W:   2.252
Avg. volume 1W:   0.000
Avg. price 1M:   2.075
Avg. volume 1M:   0.000
Avg. price 6M:   1.533
Avg. volume 6M:   0.000
Avg. price 1Y:   1.018
Avg. volume 1Y:   0.000
Volatility 1M:   75.70%
Volatility 6M:   85.38%
Volatility 1Y:   112.19%
Volatility 3Y:   -